Understanding the timing and character of the expansion of\u00a0Homo sapiens\u00a0out of Africa is critical for inferring the colonization and admixture processes that underpin global population history. It has been argued that dispersal out of Africa had an early phase, particularly ~130\u201390 thousand years ago (ka), that reached only the East Mediterranean Levant, and a later phase, ~60\u201350\u2009ka, that extended across the diverse environments of Eurasia to Sahul. However, recent findings from East Asia and Sahul challenge this model. Here we show that\u00a0H. sapiens\u00a0was in the Arabian Peninsula before 85\u2009ka. We describe the Al Wusta-1 (AW-1) intermediate phalanx from the site of Al Wusta in the Nefud desert, Saudi Arabia. AW-1 is the oldest directly dated fossil of our species outside Africa and the Levant. The palaeoenvironmental context of Al Wusta demonstrates that\u00a0H. sapiens\u00a0using Middle Palaeolithic stone tools dispersed into Arabia during a phase of increased precipitation driven by orbital forcing, in association with a primarily African fauna. A Bayesian model incorporating independent chronometric age estimates indicates a chronology for Al Wusta of ~95\u201386\u2009ka, which we correlate with a humid episode in the later part of Marine Isotope Stage 5 known from various regional records. Al Wusta shows that early dispersals were more spatially and temporally extensive than previously thought. Early\u00a0H. sapiens\u00a0dispersals out of Africa were not limited to winter rainfall-fed Levantine Mediterranean woodlands immediately adjacent to Africa, but extended deep into the semi-arid grasslands of Arabia, facilitated by periods of enhanced monsoonal rainfall.